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Parameter estimation from measurements along quantum trajectories

P. Six, Philippe Campagne-Ibarcq, L Bretheau, Benjamin Huard, Pierre Rouchon

To cite this version:

P. Six, Philippe Campagne-Ibarcq, L Bretheau, Benjamin Huard, Pierre Rouchon. Parameter estima-

tion from measurements along quantum trajectories. 54th IEEE Conference on Decision and Control

(CDC 2015), Dec 2015, Osaka, Japan. �hal-01245085�

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arXiv:1503.06149v1 [math.OC] 20 Mar 2015

Parameter estimation from measurements along quantum trajectories

P. Six

Ph. Campagne-Ibarcq

L. Bretheau

B. Huard

P. Rouchon

Abstract

The dynamics of many open quantum systems are described by stochastic master equations. In the discrete-time case, we recall the structure of the derived quantum filter governing the evolution of the density op- erator conditioned to the measurement outcomes. We then describe the structure of the corresponding par- ticle quantum filters for estimating constant parameter and we prove their stability. In the continuous-time (dif- fusive) case, we propose a new formulation of these particle quantum filters. The interest of this new for- mulation is first to prove stability, and also to provide an efficient algorithm preserving, for any discretization step-size, positivity of the quantum states and parameter classical probabilities. This algorithm is tested on ex- perimental data to estimate the detection efficiency for a superconducting qubit whose fluorescence field is mea- sured using a heterodyne detector.

1. Introduction

Parameter estimation in hidden Markov models is a well established subject (see, e.g., [7]). Twenty years ago Mabuchi [15] has proposed maximum likelihood methods to estimate Hamiltonian parameters. Later on, Gambetta and Wiseman [11] have given a first formu- lation of particle filtering techniques for classical pa- rameter estimation in open quantum systems. This for- mulation has been analyzed in [8] via an embedding in the standard quantum filtering formalism. Recently Ne- gretti and Mølmer [16] have exploited this embedding

This work has been partly funded by the Idex PSL * under the grant ANR-10-IDEX-0001-02 PSL *, by the Emergences program of Ville de Paris under the grant Qumotel and by the Projet Blanc ANR- 2011-BS01-017-01 EMAQS.

Centre Automatique et Syst`emes, Mines-ParisTech, PSL Re- search University. 60, bd Saint-Michel 75006 Paris.

Laboratoire Pierre Aigrain, Ecole Normale Sup´erieure-PSL Re- search University, CNRS, Universit´e Pierre et Marie Curie-Sorbonne Universit´es, Universit´e Paris Diderot-Sorbonne Paris Cit´e, 24 rue Lhomond, 75231 Paris Cedex 05, France

to derive the general equations of a particle quantum fil- ter for systems governed by stochastic master equations driven by Wiener processes (diffusive case). In these contributions, realistic simulations illustrate the interest of such filters for the estimation of continuous param- eters. In [14], similar filters are used for purely dis- crete parameters in order to discriminate between dif- ferent topologies of quantum networks. The Bayesian parameter estimation used in the measurement-based feedback experiment reported in [4] is in fact a spe- cial case of particle quantum filtering when the quantum states remain diagonal in the energy-level basis, reduce to populations and classical probabilities.

The contribution of this paper is twofold: with the- orem 2, we show that particle quantum filters are al- ways stable processes; with lemma 2, we propose and justify a new positivity preserving formulation in the diffusive case. This formulation is shown to provide an efficient algorithm for precisely estimating the detection efficiency from experimental heterodyne measurements of the fluorescence field that is emitted by a supercon- ducting qubit [5]. The statistics of the measurement out- comes generated by this system cannot be described by classical probabilities since the density operators at var- ious times do not commute. As far as we know, this is the first time that a particle quantum filter is applied to an experiment [6] whose measurement statistics are ruled by non-commutative quantum probabilities.

Section 2 is devoted to the discrete-time formula- tion. The specific structure of Markov models describ- ing open-quantum systems is presented. Then particle quantum filters are detailed and shown to be always sta- ble (theorem 2). Finally, the link with MaxLike ap- proach and the case of multiple measurement records are addressed. In section 3, a positivity preserving for- mulation of particle quantum filters is proposed for dif- fusive systems. The mathematical justifications of this formulation is given in lemma 2. In section 4, the nu- merical algorithm underlying lemma 2 is applied on ex- perimental data from which the detection efficiency is estimated and compared to an existing calibration pro-

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tocol.

2. Discrete-time formulation

2.1. Markov models

In the sequel, H is the finite-dimensional Hilbert space of the system and expectation values are denoted by the symbolE(.). In this section, time is indexed by the integer k=0,1, . . .The measurement outcome at k is denoted by yk. It corresponds to a classical output sig- nal. We limit ourselves to the case where each yk can take a finite set of values yk∈ {1, . . . ,m}, m being a pos- itive integer (for continuous values of y, see section 3).

We denote byρkthe density operator at time-step k (an Hermitian operator onHsuch that Tr ρk=1,ρk≥0).

It corresponds to the conditional quantum state at time k knowing the initial conditionρ0and the past outcomes y1, . . . ,yk. According to the law of quantum mechan- ics,ρkis related toρk1via the following Markov pro- cess (see, e.g., [22]) corresponding to a Davies instru- ment [9] in a discrete context:

ρk= Kykk−1) Tr

Kykk−1) (1) where the super-operator ρ7→Ky(ρ) depends on y, is linear and completely positive. It admits the follow- ing Kraus representation Ky(ρ)=P

µMµyρ(Mµy)where the operators on H, (Mµy), satisfyP

µ,y(Myµ)Myµ=IH with IH the identity operator. Moreover the probability P yk=y0,y1, . . . ,yk−1 to detect yk knowing the past outcomes and the initial stateρ0, depends only onρk−1 (Markov property) and is given by

P yk=y

ρk−1

=Tr

Kyk−1) . Notice that E

ρk

ρk1

= K(ρk1) where K(ρ) = P

yKy(ρ)=P

µ,yMµyρ(Myµ)is a Kraus map (a quantum channel) since it is not only completely positive but also trace preserving: Tr K(ρ)=Tr ρ. In the sequel, Kyis called a partial Kraus map since it is not trace preserving in general: Tr

Ky(ρ)

≤Tr ρ. See, e.g., [10, 2] for a de- tailed construction of such Kybased on positive opera- tor value measures (POVM) and left stochastic matrices modeling measurement uncertainties and decoherence.

Now, we consider that the partial Kraus maps (Ky)y=1,...,mcan depend on time k, (Ky,k), and on some physical parameters, grouped in the scalar or vectorial time-invariant p, (Ky,kp ), whose exact value p may not be known with a sufficient precision, and whose esti- mation is the subject of this paper. Here, we consider the case where the only reliable resource of information

is some independent series of measurement outcomes, (yk)k=1,...,T, associated to a quantum trajectory of dura- tion T . Starting from the exact quantum state ρ0 and the exact parameter value p, the exact quantum state trajectory (ρk)k=1,...,T is given by the following Markov process:

ρk= Kyp

k,kk1) Tr

Kyp

k,kk1)

(2)

with the following probability of outcome yk knowing ρk1and p:

P yk=y

ρk1,p

=Tr

Ky,kpk1)

.

2.2. Particle quantum filters

The parameter estimation method described in [11, 8, 16] for continuous-time quantum trajectories admits the following discrete-time formulation. When the ex- act parameter value p and the initial state ρ0 are un- known, one can still resort to the approximate filter cor- responding to its a priori estimate value p, with partial Kraus maps Kyp

k,k, an initial guess forρ0and following statesρkp satisfyingρkp=

Kp

yk,kkp

1) Tr

Kp

yk,kkp

1)

. Here, the mea- surement outcomes (yk)k=1,...,T correspond to the hidden state Markov chain defined in (2) and involving the ac- tual value p of the parameter.

Assume that the initial information of the true pa- rameter value p is that it can take only two different values a or b. This initial uncertainty on the value of p can be taken into account by using an extended den- sity operator, denotedξ=diag(ξa, ξb), block diagonal, where the first blockξacorresponds to p=a, and the second blockξbto p=b. The evolution of each block is then handled with the corresponding partial Kraus maps (Kay,k) and (Kby,k) forming extended partial Kraus maps Ξy,k=diag

Kay,k,Kby,k

between block diagonal density operators on the Hilbert spaceH × H:

Ξy,k: ξ7→diag(Kay,ka),Kby,kb)). (3) The associated extended quantum filter reads:

ξk= Ξyk,kk1) Tr

Ξyk,kk1). (4) For p∈ {a,b}, the probability that p=p at step k knowing the initial quantum state ρ0 and initial pa- rameter probability (πa0, πb0) reads πkp =Tr

ξkp . In- deed, πakbk =1 since Tr ξ =Tr ξa+Tr

ξb

=1, andξ0=diag(πa0ρ0, πb0ρ0). If the initial information on

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the parameter value is only its belonging to{a,b}, then πa0b0=1/2.

Instead of usingξ=diag(ξa, ξb) itself, we decom- pose its terms into products of probabilitiesπpand den- sity operatorsρppp. Then Eq. (4) reads





















ρkp= K

p yk,kkp

1) Tr

Kp

yk,kkp

1)

πkp=

Tr

Kp

yk,kkp

1)

πkp

1

Pp′∈{a,b}Tr

Kp′

yk,kkp′

1)

πkp′

1

(5)

for p∈ {a,b}. In the sequel, we will identify the filter stateξwith (ρa, ρb, πa, πb).

We have the following stability result based on [19, 21] and relying on the fidelity F(ρ, ρ)∈[0,1] between two density operatorsρandρdefined here as the square of the usual fidelity function used in quantum informa- tion [17]:

F(ρ, ρ)=Tr2

q√ρρ√ρ

! .

Theorem 1. Take an arbitrary initial quantum state ρ0 and a parameter value p. Consider the quantum Markov process (2) producing the measurement record yk, k0. Assume that the constant parameter p can only take two different values, a and b. Consider the particle (quantum) filter (5) initialized withρa0b00

0 any density operator) and (πa0, πb0)∈ [0,1]2 with πa0b0 =1. Then F(ρ, ρp) and πpF(ρ, ρp) are sub- martingales of the Markov process (2) and (5) of state (ρ, ρa, ρb, πa, πb):

Whenρ00, we haveρp≡ρ, F(ρ, ρp)=1. Thus πpis a sub-martingale

E

πkp

ρk1, ξk1

≥πkp

1

This means that, in practice, the component ofπassoci- ated to the true value of the parameter tends to increase.

Proof. The fact that F(ρ, ρp) is a sub-martingale is a direct consequence of [21, theorem IV.1]: (ρ, ρp) is the state of the following quantum Markov chain

ρk= Kyp

k,kk1) Tr

Kyp

k,kk1)

, ρkp= Kyp

k,kkp

1) Tr

Kyp

k,kkp

1)

with initial state (ρ0, ρ0) and measurement outcome yk whose probabilityP

yk=y ρk1

=Tr

Ky,kpk1)

de- pends only onρk−1.

For instance, assume that p =a. Denote by ξ the state of the quantum filter (4) initialized with ξ0=

diag(ρ0,0). Thenξ≡(ρ,0) and thus (ξ, ξ) is solution of the extended Markov chain

ξk= Ξyk,kk−1) Tr

Ξyk,kk−1), ξk= Ξyk,kk1) Tr

Ξyk,kk1) with measurement outcome yk of probability P

yk=y ξk1

= Tr

Ξy,kk1)

depending only onξk−1. Thus according to [21, theorem IV.1], F(ξ, ξ) is a sub-martingale. Due to the block structure of ξ = diag(ρ,0) and ξ = diag(πaρa, πbρb), we have

F(ξ, ξ)aF(ρ, ρa).

Extension of theorem 1 to an arbitrary number r of parameter values is given below, the proof being very similar and not detailed here.

Theorem 2. Take an arbitrary initial quantum stateρ0 and parameter value p. Consider the quantum Markov process (2) producing the measurement record yk, k0.

Assume that the parameter p belongs to a set of r differ- ent values (pl)l=1,...,r. Take, for l=1, . . . ,r, the particle quantum filter





















ρkpl = K

pl yk,kk−1pl ) Tr

Kpl

yk,kpl

k−1)

πkpl= Tr

Kpl

yk,kkpl

1)

πkpl

1

Pr j=1Tr

Kp j

yk,kkp j

1)

πkp j

1

initialized withρp0l00any density operator) and0p1, . . . , π0pr)∈[0,1]rwithP

jπ0pj=1.

Then F(ρ, ρp) andπpF(ρ, ρp) are sub-martingales of the Markov process driven by (2) and of state (ρ, ρp1, . . . , ρpr, πp1, . . . , πpr):

Extension to a continuum of values for p of such particle quantum filters and of the above stability result can be done without major difficulties.

2.3. Connexion with MaxLike methods

Assume that the initial density operator is well known: ρ00. It is possible to choose as an es- timation of p, among a or b, the value p that max- imises the probability πkp after a certain amount of time k. This method is actually a maximum-likelihood based technique. The multiplicative increment at time k for πak is Tr

Kay

k,kak

1)

, which is equal to P

yk

ρ0,y1, . . . ,yk1,p=a

. From this observation, we deduce that

πak= πa0 Ck×

k

Y

l=1

P

yl

ρ0,y1, . . . ,yl−1,p=a

,

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where Ckis a normalization factor to ensureπakbk=1.

Remarking that the probability of the measurement out- comes (yl)l≤kis the probability of the measurement out- comes (yl)l≤k−1times the probability of ykconditionally to all prior measurements, one gets

πak= πa0 Ck×P

y1, . . . ,yk

ρ0,p=a

,

and similarly

πbk= πb0 Ck×P

y1, . . . ,yk

ρ0,p=b

.

Choosing as an estimate the value a or b whose asso- ciated component ofπtends towards 1 thus amounts to choosing the parameter value that maximises the prob- ability of the measurement outcomes (y1, . . . ,yT).

2.4. Multiple quantum trajectories

Such particle quantum filtering techniques ex- tend without difficulties to N records (indexed by n∈ {1, . . .N}) of measurement outcomes, (y(n)k )k=1,...,Tn with possibly different lengths Tnand initial conditionsρ(n)0 . This extension consists in a concatenation of the N records into a single record (¯yk)k=1,...,T with T=PN

n=1Tn and

(¯yk)k=1,...,T =

y(1)1 , . . . ,y(1)T

1,y(2)1 , . . . ,y(2)T

2, . . . ,y(N)1 , . . . ,y(N)T

N

This record can be associated to a single quantum tra- jectory of length T of form (2). First initialize atρ(1)0 . Then for each k equal to T1+. . .+Tn−1k+1is reset to ρ(n)0 . This can be done by applying a reset Kraus map Kρ(n)0 after the computation ofρk+1relying on outcome y(nT1)

n1 and before using the outcome y(n)1 . For any den- sity operatorσ, it is simple to construct via its spec- tral decomposition, a Kraus map Kσsuch that, for all density operatorρ, Kσ(ρ)=σ. With this trick (¯yk) is associated to an effective single quantum trajectory of the form (2) where the partial Kraus maps Ky,kp depend effectively on the time step k because of adding these reset Kraus maps.

For the particle quantum filter that is described in theorem 2 and associated to the record (¯yk) , eachρ(pkl)is reset in a similar way at each time step k=T1+. . .+Tn−1 contrarily to the parameter probabilityπ(pkl) that is not reset.

3. Continuous-time formulation

3.1. Diffusive stochastic master equations

For a mathematical and precise description of such diffusive models, see [3]. We just recall here the stochastic master equation governing the time evolution of the density operator t7→ρt

t=

i[H, ρt]+

m

X

ν=1

Dνt)

dt

+

m

X

ν=1

√ην

LνρttLν−Tr

LνρttLν ρt

dWtν (6)

where H is the Hamiltonian, an Hermitian operator on H(¯h=1 here) and where, for eachν∈ {1, . . . ,m},

• Dνis the Lindblad super-operator

Dν(ρ)=LνρLν12(LνLνρ+ρLνLν);

Lν is an operator on H, which is not necessarily Hermitian and which is associated to the measure- ment/decoherence channelν;

• ην ∈[0,1] is the detection efficiency (ην=0 for decoherence channel andην>0 for measurement channel) ;

Wtν is a Wiener process (independent of the other Wiener processes Wtµ,ν) describing the quantum fluctuations of the continuous output signal t7→yνt. It is related toρtby

dyνt = √ηνTr

LνρttLν

dt+dWtν. (7) 3.2. Partial Kraus map formulation

We introduce here another formulation of (6) that mimics the discrete-time formulation (2). This formu- lation is inspired of subsection 4.3.3 of [12], subsec- tion entitled ”Physical interpretation of the master equa- tion”. In (6), dρt stands for ρt+dt−ρt. It can thus be written as

ρt+dtt+

i[H, ρt]+

m

X

ν=1

Dνt)

dt

+

m

X

ν=1

√ην

LνρttLν−Tr

LνρttLν ρt

dWtν i.e.,ρt+dtis an algebraic expression involvingρt, dt and dWtν. With this form, it is not obvious thatρt+dtremains

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a density operator ifρt is a density operator. The fol- lowing lemma provides another formulation based on It¯o calculus showing directly thatρt+dt remains a den- sity operator. In [20], similar formulations are proposed without the mathematical justifications given below and are tested in realistic simulations of measurement-based feedback scheme.

Lemma 1. Consider the stochastic differential equa- tion (6) with an initial condition ρ0, which is a non- negative Hermitian operator of trace one. Then it also reads:

ρt+dt= Kdyt,dtt) Tr

Kdyt,dtt),

where dytstands for (dy1t, . . . ,dymt ), and where K∆y,∆tis a partial Kraus map depending on∆y∈Rmand∆t>0 given by

K∆y,∆t(ρ)=M∆y,∆tρM∆y,∆t+

m

X

ν=1

(1−ην)∆t LνρLν and M∆y,∆tis the following operator onH

M∆y,∆t=IH







 iH+

m

X

ν=1

LνLν/2









∆t+

m

X

ν=1

√ην∆yνLν

Proof. Assume that m=1. Then, dρt=

i[H, ρt]+tL12(LttLL)

dt +√η

ttL−Tr

ttL ρt

dWt. (8) Using It¯o rules, dy2t =dt. Hence, we have

Kdyt,dtt)=ρt+√η(LρttL) dyt +

i[H, ρt]+tL12(LttLL) dt.

Thus Tr

Kdyt,dtt)

=1+√ηTr

ttL dytand 1

Tr

Kdyt,dtt)=1−√ηTr

ttL dyt +ηTr2

ttL dt.

We get Kdyt,dtt) Tr

Kdyt,dtt)−ρt

=√η

ttL−Tr

ttL ρt

dyt +

i[H, ρt]+tL12(LttLL) dt

−ηTr

ttL

ttL−Tr

ttL ρt

dt.

One recognizes (8) since dyt−√ηTr

ttL dt= dWt. For m>1, the computations are similar and not

detailed here.

3.3. Particle quantum filtering

Assume the system dynamics depends on a con- stant parameter p appearing either in the SME (6) and/or in the output maps (7). As in section 2, assume that p can take a finite number r of values p1, . . . , pr. Denote byρtpthe quantum state associated to p:

tp=Lptp) dt+

m

X

ν=1

Mppt) dWtν (9) where the super-operators

Lp(ρ)=−i[Hp, ρ]

+ Xm

ν=1

Lνpρ(Lνp)−1

2((Lνp)Lpνρ+ρ(Lνp)Lνp) and

Mp(ρ)= q

ηνp

Lνpρ+ρ(Lνp)−Tr

Lνpρ+ρ(Lνp) ρ

depend on p since the operators Lνpand the efficiencies ηνpcould depend on p. The m outputs that are associated to the parameter p then read:

dyνt =Cνptp)dt+dWtν (10) forν=1, . . . ,m, and where:

Cνp(ρ)= q

ηνpTr

Lνpρ+ρ(Lνp) .

With these notations, the particle quantum filter in- troduced in [11] and further developed and analyzed in [8, 16] reads as follows. For each l∈ {1, . . . ,r}, ρtpl is governed by the quantum filter:

tpl=Lpltpl) dt +

Xm

ν=1

Mpltpl)

dyνtCνpltpl)dt , (11)

and the parameter probabilityπtpl is governed by:

tpl = πptl









m

X

ν=1

Cνpltpl)−Cνt dyνtCνtdt







 , (12)

where Cνt =Pr

j=1πtpjCνpjtpj).

Here again, the lemma below provides another for- mulation of this particle quantum filter that mimics the discrete-time setting of theorem 2.

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Lemma 2. For each l∈ {1, . . . ,r}, the particle quantum filter (11) and (12) can be formulated as follows:





















ρt+dtpl = K

pl dyt,dttpl) Tr

Kpl

dyt,dttpl)

πt+dtpl = Tr

Kpl

dyt,dttpl)

πtpl Pr

j=1Tr

Kp j

dyt,dttp j)

πtp j

where dytstands for (dy1t, . . . ,dymt) and where K∆y,∆tp is a partial Kraus map depending on p,∆y∈Rmand∆t>0 given by:

Kp

∆y,∆t(ρ)=Mp

∆y,∆tρ

Mp

∆y,∆t

+

Xm

ν=1

(1−ηνp)∆t Lνpρ(Lνp),

and Mp

∆y,∆tis the following operator onH: Mp

∆y,∆t=IH







 iHp+

m

X

ν=1

(Lνp)Lνp/2









∆t+

m

X

ν=1

q

ηνp∆yνLνp.

The proof is very similar to the proof of lemma 1.

It relies on simple but slightly tedious computations ex- ploiting It¯o calculus. Due to space limitation, this proof is not detailed here. This lemma, combined with the mathematical machineries exploited in [1], opens the way to an extension to the diffusive case of theorem 2.

4. An experimental validation

The estimation of the detection efficiency is con- ducted on a superconducting qubit whose fluorescence field is measured using a heterodyne detector [18, 13].

For the detailed physics of this experiment, see [5, 6].

The Hilbert spaceHisC2. The system dynamics is de- scribed by a stochastic master equation of the form (6), with m=3:η12=ηis the total efficiency of the het- erodyne measurement of the fluorescence signal;η3=0 corresponds to an unmonitored dephasing channel:

L1= q 1

2T1

XiY

2 , L2=iL1, L3= q

1 2TφZ where X, Y and Z are the usual Pauli matrices [17].

The time constants T1=4.15 µs and Tφ=35 µs are determined independently using Rabi or Ramsey pro- tocols, which is not the case ofη. Using a calibration of the average resonance fluorescence signal, the mea- sured vacuum noise fluctuations provide a first estima- tion ofη=0.26±0.02.

To get a more precise estimation ofη, we have mea- sured N=3×106quantum trajectories of 10µs, starting from the same known initial stateρ0=IH2+X. The sam- pling time ∆t is equal to 0.20µs. For each trajectory,

0 500 1000 1500 2000

0 0.2 0.4 0.6 0.8 1

Number of Trajectories π t(i)

η=0.1 η=0.26 η=0.4

Figure 1: First estimation, with pattern valuesη1=0.10, the parameter valueη2=0.26 close toη, andη3=0.40.

Only the first 2000 trajectories are needed to selectη≈ 0.26 and discard 0.10 and 0.40.

the measurement sample at time tk=k∆t, k∈ {1, . . . ,50}, corresponds to the two quadratures of the fluorescence field∆y1k=y1k∆ty1(k

1)∆tand∆y2k=y2k∆ty2(k

1)∆t. From lemma 2, we derive a simple recursive algorithm where (dyt) and dt are replaced by (∆yk) and∆t. Moreover, as explained in subsection 2.4, the 3×106quantum trajec- tories are concatenated into a single one.

The estimation is done by taking some pattern val- uesη12, ...,ηr, assuming that the real valueηis suffi- ciently close to one of them. We begin with a first esti- mation that keeps a big interval between each possible valueηiofη, in order to validate our estimation scheme.

We then sharpen this estimation by reducing the inter- vals between each valueηi, until arriving to a level of accuracy after which no distinct discrimination can be performed. The results are given at figures 1, 2 and 3.

They give the following refinement of the initial cali- bration:η=0.2425±0.005. On each of the figures, the X-axis represents the number of trajectories after which we look at the parameter probabilitiesπηkiand the Y-axis displays these probabilities.

5. Conclusion

We have shown that particle quantum filtering is always a stable process. We have proposed an origi- nal positivity preserving formulation for systems gov- erned by diffusive stochastic master equation. A first validation on experimental data confirms the interest of the resulting parameter algorithm. This positivity pre- serving algorithm appears to be robust enough to cope with sampling time of more than 2% of the characteris- tic time attached to the measurement. The convergence

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0 2 4 6 8 10 x 104 0

0.2 0.4 0.6 0.8 1

Number of Trajectories π t(i)

η=0.22 η=0.24 η=0.26 η=0.28

Figure 2: Second estimation, realized with more nar- row intervals between each pattern values. We notice thatηis actually closer to 0.24 than 0.26, the calibrated value, and that the number of trajectories required for the discrimination has drastically increased to 1×105.

0 0.5 1 1.5 2 2.5 3

x 106 0

0.2 0.4 0.6 0.8 1

Number of Trajectories π t(i)

η=0.23 η=0.235 η=0.24 η=0.245 η=0.25

Figure 3: Last estimation, with very narrow intervals.

We use all the trajectories available, i.e. 3×106 tra- jectories. Filter does not converge to a distinct choice between 0.240 and 0.245.

characterization of such estimation scheme remains to be done despite the fact they are always stable.

Acknowledgment

The authors thank Michel Brune, Igor Dotsenko and Jean-Michel Raimond for useful discussions on quantum filtering and parameter estimation in the discrete-time case.

References

[1] H. Amini, C. Pellegrini, and P. Rouchon. Stability of continuous-time quantum filters with measurement im- perfections. Russian Journal of Mathematical Physics, 21(3):297–315–, 2014.

[2] H. Amini, R.A. Somaraju, I. Dotsenko, C. Sayrin, M. Mirrahimi, and P. Rouchon. Feedback stabiliza- tion of discrete-time quantum systems subject to non- demolition measurements with imperfections and de- lays. Automatica, 49(9):2683–2692, September 2013.

[3] A. Barchielli and M. Gregoratti. Quantum Trajectories and Measurements in Continuous Time: the Diffusive Case. Springer Verlag, 2009.

[4] S. Brakhane, Alt W., T.Kampschulte, M. Martinez- Dorantes, R. Reimann, S. Yoon, A. Widera, and D. Meschede. Bayesian feedback control of a two-atom spin-state in an atom-cavity system. Phys. Rev. Lett., 109(17):173601–, October 2012.

[5] P. Campagne-Ibarcq, L. Bretheau, E. Flurin, A. Auff`eves, F. Mallet, and B. Huard. Observing interferences between past and future quantum states in resonance fluorescence. Phys. Rev. Lett., 112:180402, May 2014.

[6] P. Campagne-Ibarcq et al., in preparation.

[7] O. Capp´e, E. Moulines, and T. Ryden. Inference in Hid- den Markov Models. Springer series in statistics, 2005.

[8] Bradley A. Chase and J. M. Geremia. Single-shot pa- rameter estimation via continuous quantum measure- ment. Phys. Rev. A, 79(2):022314–, February 2009.

[9] E.B. Davies. Quantum Theory of Open Systems. Aca- demic Press, 1976.

[10] I. Dotsenko, M. Mirrahimi, M. Brune, S. Haroche, J.-M.

Raimond, and P. Rouchon. Quantum feedback by dis- crete quantum non-demolition measurements: towards on-demand generation of photon-number states. Physi- cal Review A, 80: 013805-013813, 2009.

[11] J. Gambetta and H. M. Wiseman. State and dynamical parameter estimation for open quantum systems. Phys.

Rev. A, 64(4):042105–, September 2001.

[12] S. Haroche and J.M. Raimond. Exploring the Quantum:

Atoms, Cavities and Photons. Oxford University Press, 2006.

[13] M. Hatridge et al., Quantum Back-Action of an Individ- ual Variable-Strength Measurement. Science, 339:178 (2013)

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[14] Y. Kato and N. Yamamoto. Estimation and initializa- tion of quantum network via continuous measurement on single node. In Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on, pages 1904–1909, 2013.

[15] H Mabuchi. Dynamical identification of open quantum systems. Quantum and Semiclassical Optics: Journal of the European Optical Society Part B, 8(6):1103–, 1996.

[16] A Negretti and K Mølmer. Estimation of classi- cal parameters via continuous probing of complemen- tary quantum observables. New Journal of Physics, 15(12):125002–, 2013.

[17] M.A. Nielsen and I.L. Chuang. Quantum Computation and Quantum Information. Cambridge University Press, 2000.

[18] N. Roch et al., Widely Tunable, Nondegenerate Three- Wave Mixing Microwave Device Operating near the Quantum Limit Physical Review Letters, 108:147701 (2012)

[19] P. Rouchon. Fidelity is a sub-martingale for discrete- time quantum filters. IEEE Transactions on Automatic Control, 56(11):2743–2747, 2011.

[20] P. Rouchon and J. F. Ralph. Efficient quantum fil- tering for quantum feedback control. Phys. Rev. A, 91(1):012118–, January 2015.

[21] A. Somaraju, I. Dotsenko, C. Sayrin, and P. Rouchon.

Design and stability of discrete-time quantum filters with measurement imperfections. In American Control Conference, pages 5084–5089, 2012.

[22] H.M. Wiseman and G.J. Milburn. Quantum Measure- ment and Control. Cambridge University Press, 2009.

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